+123.1%
OKTA vs FE
+6.7%
+116.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.3% |
| 7D | -4.6% | -0.4% | -4.2% | -5.0% |
| 30D | -19.7% | +3.6% | -23.3% | -17.1% |
| 3M | +21.2% | +0.3% | +20.9% | +23.6% |
| 6M | +123.1% | +6.4% | +116.7% | +146.1% |
| All | +123.1% | +6.7% | +116.4% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling